Function group is group to cluster Function Module.
Steps to make Function Group
1. Open t-code SE37
2. Click menu "Create group"
3. Fill Function Group name and Short text, but the naming must initiate by letter Z or Y.
4. Click button 
5. Package is filled to make Transportable Function Group into other client, but you don't need to fill it if practice only.
6. Click button 
to make Transportable Function Group into other client. Click button 
for practice only.